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Libraries and environments for performing statistical analysis and hypothesis testing on financial datasets.
Distinguishing note: Tailored for quantitative finance research rather than general scientific computing.
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VeighNa is an event-driven, modular platform designed for the development, backtesting, and execution of automated financial trading strategies. It provides a comprehensive suite of tools that includes a centralized trading terminal for monitoring portfolios and market conditions, alongside a robust algorithmic trading engine that manages real-time data processing and order execution. The platform distinguishes itself through a highly decoupled architecture that isolates algorithmic logic from market connectivity, allowing for independent strategy development and testing. It utilizes a dynami
Supports historical market data analysis and trading strategy backtesting.